Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1727872.7602 | -86429.538 | -1641443.2222 | 140756.1609 | -6133628.5685 | 6274384.7294 |
Total P&L (%) | -1727.8728 | -86.4295 | -1641.4432 | 140.7562 | -6133.6286 | 6274.3847 |
Avg Daily Profit (%) | -0.7658 | -0.0383 | -0.7275 | 0.0389 | 0 | 0.1843 |
Buy And Hold Return (%) | 470.0935 | 470.0935 | 470.0935 | 470.0935 | 470.0935 | 470.0935 |
Max Trade Drawdown | -1807228 | -142762 | -1720965 | -7722388 | -6197049 | -1880709 |
Profit Factor | 0.1977 | 0.7335 | 0.1027 | 1.0126 | 0.183 | 2.7216 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 38 | 18 | 20 | 34 | 14 | 20 |
Losing Trades | 23 | 12 | 11 | 27 | 16 | 11 |
Profitability (%) | 62.2951 | 60 | 64.5161 | 55.7377 | 46.6667 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.1196 | 0.489 | 0.0565 | 0.8041 | 0.2091 | 1.4969 |
Largest Winning Trade | 40762 | 40762 | 39938 | 8660779 | 329902 | 8660779 |
Largest Losing Trade | -1169292 | -60003 | -1169292 | -3726706 | -3726706 | -764512 |
Avg Bars in Trades | 104 | 111 | 96 | 104 | 111 | 96 |
Avg Bars in Winners | 44 | 37 | 51 | 48 | 36 | 57 |
Avg Bars in Losers | 201 | 222 | 179 | 173 | 177 | 168 |
Bars Traded | 6347 | 3344 | 3003 | 6347 | 3344 | 3003 |
Profit Streak | 74.0033 | 0 | 269.0033 | 74.0033 | 0 | 269.0033 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744626 | -579529 | -577585 | -679661 | -582121 | 546390 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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